5.30Open5.10Pre Close1 Volume1.73K Open Interest105.00Strike Price530.00Turnover21.87%IV1.09%PremiumDec 20, 2024Expiry Date4.11Intrinsic Value100Multiplier23DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.7786Delta0.0489Gamma20.98Leverage Ratio-0.0479Theta0.0517Rho16.34Eff Leverage0.0825Vega